M-estimators for Isotonic Regression

Autores
Alvarez, Enrique Ernesto; Yohai, Victor Jaime
Año de publicación
2012
Idioma
inglés
Tipo de recurso
artículo
Estado
versión publicada
Descripción
In this paper we propose a family of robust estimates for isotonic regression: isotonic M-estimators. We show that their asymptotic distribution is, up to an scalar factor, the same as that of Brunk’s classical isotonic estimator. We also derive the influence function and the breakdown point of these estimates. Finally we perform a Monte Carlo study that shows that the proposed family includes estimators that are simultaneously highly efficient under Gaussian errors and highly robust when the error distribution has heavy tails.
Fil: Alvarez, Enrique Ernesto. Universidad Nacional de La Plata. Facultad de Ciencias Exactas. Departamento de Matemáticas; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - La Plata; Argentina
Fil: Yohai, Victor Jaime. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Cálculo; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria; Argentina
Materia
ISOTONIC REGRESSION
M-ESTIMATORS
ROBUST ESTIMATES
Nivel de accesibilidad
acceso abierto
Condiciones de uso
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
Repositorio
CONICET Digital (CONICET)
Institución
Consejo Nacional de Investigaciones Científicas y Técnicas
OAI Identificador
oai:ri.conicet.gov.ar:11336/198372
Acceder
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network_name_str CONICET Digital (CONICET)
spelling M-estimators for Isotonic RegressionAlvarez, Enrique ErnestoYohai, Victor JaimeISOTONIC REGRESSIONM-ESTIMATORSROBUST ESTIMATEShttps://purl.org/becyt/ford/1.1https://purl.org/becyt/ford/1In this paper we propose a family of robust estimates for isotonic regression: isotonic M-estimators. We show that their asymptotic distribution is, up to an scalar factor, the same as that of Brunk’s classical isotonic estimator. We also derive the influence function and the breakdown point of these estimates. Finally we perform a Monte Carlo study that shows that the proposed family includes estimators that are simultaneously highly efficient under Gaussian errors and highly robust when the error distribution has heavy tails.Fil: Alvarez, Enrique Ernesto. Universidad Nacional de La Plata. Facultad de Ciencias Exactas. Departamento de Matemáticas; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - La Plata; ArgentinaFil: Yohai, Victor Jaime. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Cálculo; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria; ArgentinaElsevier Science2012-08info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionhttp://purl.org/coar/resource_type/c_6501info:ar-repo/semantics/articuloapplication/pdfapplication/pdfapplication/pdfapplication/pdfhttp://hdl.handle.net/11336/198372Alvarez, Enrique Ernesto; Yohai, Victor Jaime; M-estimators for Isotonic Regression; Elsevier Science; Journal Of Statistical Planning And Inference; 142; 8; 8-2012; 2351-23680378-3758CONICET DigitalCONICETenginfo:eu-repo/semantics/altIdentifier/url/https://www.sciencedirect.com/science/article/pii/S0378375812000985info:eu-repo/semantics/altIdentifier/doi/10.1016/j.jspi.2012.02.051info:eu-repo/semantics/openAccesshttps://creativecommons.org/licenses/by-nc-sa/2.5/ar/reponame:CONICET Digital (CONICET)instname:Consejo Nacional de Investigaciones Científicas y Técnicas2025-09-03T10:03:27Zoai:ri.conicet.gov.ar:11336/198372instacron:CONICETInstitucionalhttp://ri.conicet.gov.ar/Organismo científico-tecnológicoNo correspondehttp://ri.conicet.gov.ar/oai/requestdasensio@conicet.gov.ar; lcarlino@conicet.gov.arArgentinaNo correspondeNo correspondeNo correspondeopendoar:34982025-09-03 10:03:27.863CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicasfalse
dc.title.none.fl_str_mv M-estimators for Isotonic Regression
title M-estimators for Isotonic Regression
spellingShingle M-estimators for Isotonic Regression
Alvarez, Enrique Ernesto
ISOTONIC REGRESSION
M-ESTIMATORS
ROBUST ESTIMATES
title_short M-estimators for Isotonic Regression
title_full M-estimators for Isotonic Regression
title_fullStr M-estimators for Isotonic Regression
title_full_unstemmed M-estimators for Isotonic Regression
title_sort M-estimators for Isotonic Regression
dc.creator.none.fl_str_mv Alvarez, Enrique Ernesto
Yohai, Victor Jaime
author Alvarez, Enrique Ernesto
author_facet Alvarez, Enrique Ernesto
Yohai, Victor Jaime
author_role author
author2 Yohai, Victor Jaime
author2_role author
dc.subject.none.fl_str_mv ISOTONIC REGRESSION
M-ESTIMATORS
ROBUST ESTIMATES
topic ISOTONIC REGRESSION
M-ESTIMATORS
ROBUST ESTIMATES
purl_subject.fl_str_mv https://purl.org/becyt/ford/1.1
https://purl.org/becyt/ford/1
dc.description.none.fl_txt_mv In this paper we propose a family of robust estimates for isotonic regression: isotonic M-estimators. We show that their asymptotic distribution is, up to an scalar factor, the same as that of Brunk’s classical isotonic estimator. We also derive the influence function and the breakdown point of these estimates. Finally we perform a Monte Carlo study that shows that the proposed family includes estimators that are simultaneously highly efficient under Gaussian errors and highly robust when the error distribution has heavy tails.
Fil: Alvarez, Enrique Ernesto. Universidad Nacional de La Plata. Facultad de Ciencias Exactas. Departamento de Matemáticas; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - La Plata; Argentina
Fil: Yohai, Victor Jaime. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Cálculo; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria; Argentina
description In this paper we propose a family of robust estimates for isotonic regression: isotonic M-estimators. We show that their asymptotic distribution is, up to an scalar factor, the same as that of Brunk’s classical isotonic estimator. We also derive the influence function and the breakdown point of these estimates. Finally we perform a Monte Carlo study that shows that the proposed family includes estimators that are simultaneously highly efficient under Gaussian errors and highly robust when the error distribution has heavy tails.
publishDate 2012
dc.date.none.fl_str_mv 2012-08
dc.type.none.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
http://purl.org/coar/resource_type/c_6501
info:ar-repo/semantics/articulo
format article
status_str publishedVersion
dc.identifier.none.fl_str_mv http://hdl.handle.net/11336/198372
Alvarez, Enrique Ernesto; Yohai, Victor Jaime; M-estimators for Isotonic Regression; Elsevier Science; Journal Of Statistical Planning And Inference; 142; 8; 8-2012; 2351-2368
0378-3758
CONICET Digital
CONICET
url http://hdl.handle.net/11336/198372
identifier_str_mv Alvarez, Enrique Ernesto; Yohai, Victor Jaime; M-estimators for Isotonic Regression; Elsevier Science; Journal Of Statistical Planning And Inference; 142; 8; 8-2012; 2351-2368
0378-3758
CONICET Digital
CONICET
dc.language.none.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv info:eu-repo/semantics/altIdentifier/url/https://www.sciencedirect.com/science/article/pii/S0378375812000985
info:eu-repo/semantics/altIdentifier/doi/10.1016/j.jspi.2012.02.051
dc.rights.none.fl_str_mv info:eu-repo/semantics/openAccess
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
eu_rights_str_mv openAccess
rights_invalid_str_mv https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
dc.format.none.fl_str_mv application/pdf
application/pdf
application/pdf
application/pdf
dc.publisher.none.fl_str_mv Elsevier Science
publisher.none.fl_str_mv Elsevier Science
dc.source.none.fl_str_mv reponame:CONICET Digital (CONICET)
instname:Consejo Nacional de Investigaciones Científicas y Técnicas
reponame_str CONICET Digital (CONICET)
collection CONICET Digital (CONICET)
instname_str Consejo Nacional de Investigaciones Científicas y Técnicas
repository.name.fl_str_mv CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicas
repository.mail.fl_str_mv dasensio@conicet.gov.ar; lcarlino@conicet.gov.ar
_version_ 1842269801377955840
score 13.13397

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